+82.5%
XOP vs CRL
+682.3%
-599.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.2% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | +15.4% | +10.7% | +4.8% | +11.1% |
| 3M | +12.1% | +55.3% | -43.2% | -6.3% |
| 6M | +19.7% | +60.7% | -41.0% | -3.4% |
| YTD | +52.4% | +44.6% | +7.8% | +26.9% |
| 1Y | +47.6% | +77.7% | -30.2% | +11.9% |
| 3Y | +34.4% | +37.6% | -3.3% | +4.3% |
| 5Y | +154.4% | -35.8% | +190.2% | +163.9% |
| 10Y | +54.7% | +241.7% | -187.1% | -34.1% |
| All | +82.5% | +682.3% | -599.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling